Are investor sentiments priced by the CAPM?
Year of publication: |
2012
|
---|---|
Authors: | Verma, Rahul ; Soydemir, Gökçe A. |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 35.2012, p. 57-70
|
Subject: | CAPM | VAR-Modell | VAR model | USA | United States |
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